scientific article; zbMATH DE number 2067826

MaRDI QIDQ4464402zbMATH OpenFDO

Authors Weijie Yao, Ji-Chun Liu, Zhengkai Li

Publication date 27 May 2004

zbMATH Keywords

stable Paretian distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• The stationary seasonal hyperbolic asymmetric power ARCH model
• A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES
• scientific article; zbMATH DE number 1960952 (Why is no real title available?)

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